September 05, 2024 12:22 GMT
SFR Option Morning trades
STIR
Morning Option trades: Mostly upside play today.
- SFRU4 95.25/95.31cs traded for 1.25 in 12k.
- SFRU4 95.31/95.43cs traded 0.75 in 2.5k.
- SFRV4 95.87/96.12/96.25c fly traded 5.5 in 2k.
- SFRV4 95.81/95.75/95.68/95.62p condor, traded 1 in 3k vs futures and 1 in 9.5k straight.
- SFRZ4 95.87/96.12/96.37c fly traded 3 in 1.5k.
- SFRZ4 95.50/95.62/95.75c fly traded 1 in 13.5k.
On Blocks:
- SFRU4 95.31/95.37cs traded half in 11k.
- SFRH5 97.00/97.31cs traded 5.25 in 5k.
- SFRH5/SFRM5 96.00p spread, traded half for the H5 in 5k.
- 0QZ4 97.50/98.00cs traded 3.5 in 3k.
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